+578.8%
MS vs IYR
+86.8%
+492.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +1.9% |
| 7D | +0.7% | +2.3% | -1.5% | -1.0% |
| 30D | -0.9% | +7.4% | -8.3% | -6.6% |
| 3M | -13.0% | -0.7% | -12.3% | -12.5% |
| 6M | -2.0% | +1.6% | -3.6% | -3.9% |
| YTD | +7.8% | +11.6% | -3.8% | -2.6% |
| 1Y | +17.9% | +10.5% | +7.4% | +7.4% |
| 3Y | +174.8% | +43.4% | +131.4% | +98.7% |
| 5Y | +119.9% | +6.8% | +113.0% | +103.0% |
| 10Y | +578.8% | +86.0% | +492.9% | +350.6% |
| All | +578.8% | +86.8% | +492.0% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling